Investigators are trying to determine if 29-year-old Amanda Graham Barker's death was a suicide or homicide.
Baker is the fiancée of Kevin Locklear, the former Raeford police chief. He's currently the assistant police chief in Red Springs, which is about 10 miles south of Raeford in Robeson County.
When police arrived at the Covington Avenue home around 8 p.m. Wednesday, Locklear was at the house the couple shared and told police the wound was self-inflicted.
"From the time the call came in to when my officer arrived was about a minute and Mr. Locklear was on the scene when my officer arrived," Raeford Police Chief Eddie Jaggers said.
Authorities are still investigating the shooting and have not ruled out the possibility of foul play.
Neighbors nearby tell ABC11 that none of them heard a gunshot.
Locklear's cousin, Tonya Locklear, says she is shocked that anyone could even consider Kevin Locklear responsible.
"They had a good relationship, he really loved her, but, you know i thought they was doing good," she said.
Tonya Locklear says already rumors have been swirling around the Town of Raeford that the former police chief is to blame.
"It really hurt me to know that the whole community is thinking that he killed her and that's just not the type of person he is," she said.
"It has nothing to do with his previous history, it's simply, we want to try to determine to the best of our ability what caused the death, what circumstances led up to it, it has nothing to do with any previous history," Jaggers said.
Locklear was the police chief in Raeford for four years until he was fired back in 2007 in the aftermath of an investigation into an alleged assault on his estranged wife. Those charges were dropped after he agreed to complete court-ordered treatment.
Barker's body has been taken to the state Medical Examiner for a complete autopsy.